Without wanting to take the thread off-topic, you have no guarantee with any type of proprietary, closed-source software that it won't be doing nefarious things in the background - e.g. harvesting your data, sending data back to the 'mothership'. The only way you can be (relatively) sure your software is not doing that is to use purely free and open source software.
Pardon a further OTing, but this is, in my view, a fallacy and potentially a dangerous one.
First of all, Linux has been (and still is) sorely lacking in application-specific firewalls (tools like TuxGuardian or Douane are very limited compared to what is available on Windows and difficult to install) which has likely led to many utilities being free to take liberties with network access. This OpenSnitch review
mentioned how running the update tool yay also resulted in connection attempts from pacman, pamac, and git.
I'd argue that opt-in telemetry, like as seen in Debian GNU/Linux and the game Fell Seal: Arbiter's Mark, can be quite useful, while not having the same privacy issues.
Any telemetry system presents two problems from the privacy perspective:
* lack of anonymity - even if the telemetry software doesn't collect personal data, it will provide your IP address which (if you have a fixed IP which most broadband users will) can be linked to your identity by searching the appropriate database (e.g. most online retailers keep records of which IPs are linked to each account, and could sell that data to third parties);
* change of ownership/purpose - unless there is a contractual commitment to delete telemetry data after a short period of time (with compliance being monitored by a third party), then there is the possibility - indeed an inevitability - of the data being acquired by someone else with the intent to use it more actively. Gaming data may not have wide applicability, but data on how you setup/use your OS could certainly be valuable to anyone seeking to break into your system.